+94.1%
HAL vs MAR
+3,207.6%
-3,113.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -1.4% |
| 7D | -6.5% | +2.9% | -9.3% | -7.8% |
| 30D | -2.1% | +17.0% | -19.2% | -9.8% |
| 3M | -4.9% | +23.2% | -28.0% | -14.8% |
| 6M | -19.3% | +21.7% | -41.0% | -28.1% |
| YTD | +14.3% | +38.9% | -24.6% | -6.2% |
| 1Y | +17.3% | +48.7% | -31.4% | -7.3% |
| 3Y | -10.9% | +122.9% | -133.8% | -43.5% |
| 5Y | +47.4% | +177.5% | -130.1% | -19.1% |
| 10Y | -20.8% | +537.5% | -558.3% | -70.9% |
| All | +94.1% | +3,207.6% | -3,113.4% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling